A lack-of-fit test for quantile regression process models

DOI10.1016/J.SPL.2022.109680MaRDI QIDQ2107580zbMATH OpenOpenAlexFDO

Authors Xingdong Feng, Qiaochu Liu, Caixing Wang

Publication date 2 December 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109680

zbMATH Keywords

bootstrapBahadur representationspecification testB-splines

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Lack-of-Fit Test for Quantile Regression
• Composite quantile regression and the oracle model selection theory
• Conditional quantile processes based on series or many regressors
• Consistency of general bootstrap methods for degenerate U-type and V-type statistics
• Consistency of the generalized bootstrap for degenerate \(U\)-statistics
• Distributed inference for quantile regression processes
• Lack-of-fit tests for quantile regression models
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Monotone B-Spline Smoothing
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Nonparametric estimation and inference on conditional quantile processes
• On a new multivariate two-sample test.
• On the bootstrap of \(U\) and \(V\) statistics
• Proof of a conjecture by Walter Deuber concerning the distances between points of two types in \(R^d\)
• Quantile processes for semi and nonparametric regression
• Regression Quantiles
• Semiparametric hierarchical composite quantile regression
• Simultaneous estimation of linear conditional quantiles with penalized splines
• Specification analysis of linear quantile models
• The chromatic numbers of distance graphs
• Variable selection in high-dimensional partially linear additive models for composite quantile regression
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity

Cited in

(8)

• A Lack-of-Fit Test for Quantile Regression
• Hypothesis testing for regional quantiles
• Lack-of-fit tests for quantile regression models
• Unified specification tests in partially linear quantile regression models
• A new lack-of-fit test for quantile regression with censored data
• Goodness-of-fit tests for quantile regression with missing responses
• A lack-of-fit test for quantile regression models with high-dimensional covariates
• Quantile ratio regression

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